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5181金融与交易中等数值题short

Arbitrage Direction 1

题目

Spot is 100, maturity is 1 years, and the funding rate is 0.03. The quoted forward price is 104. Assuming no income and no frictions, which arbitrage direction is indicated, and what is the mispricing per unit relative to fair value?

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你的答案

arbitrage_direction

mispricing